Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
20.12.2019 | 0.22% | 4.54 | 4.55 | 500'000 | 500'000 | 500'000 | 500'000 | 2'238'860 | 2'243'860 | 90.77% | 90.77% |
19.12.2019 | 0.23% | 4.36 | 4.37 | 500'000 | 500'000 | 500'000 | 500'000 | 2'166'270 | 2'171'270 | 98.88% | 98.88% |
18.12.2019 | 0.22% | 4.44 | 4.45 | 500'000 | 500'000 | 500'000 | 500'000 | 2'252'720 | 2'257'720 | 94.88% | 94.88% |
17.12.2019 | 0.21% | 4.60 | 4.61 | 510'000 | 510'000 | 510'000 | 510'000 | 2'379'780 | 2'384'880 | 99.46% | 99.46% |
16.12.2019 | 0.21% | 4.87 | 4.88 | 510'000 | 510'000 | 510'000 | 510'000 | 2'440'100 | 2'445'200 | 99.60% | 99.60% |
13.12.2019 | 0.21% | 4.61 | 4.62 | 510'000 | 510'000 | 510'000 | 510'000 | 2'430'540 | 2'435'640 | 91.59% | 91.59% |
12.12.2019 | 0.23% | 4.53 | 4.54 | 510'000 | 510'000 | 510'000 | 510'000 | 2'213'950 | 2'219'050 | 90.31% | 90.31% |
11.12.2019 | 0.24% | 4.28 | 4.29 | 510'000 | 510'000 | 510'000 | 510'000 | 2'142'530 | 2'147'630 | 98.48% | 98.48% |
10.12.2019 | 0.26% | 4.09 | 4.10 | 510'000 | 510'000 | 510'000 | 510'000 | 1'989'270 | 1'994'370 | 97.65% | 97.65% |